| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,773.00 |
2,779.50 |
6.50 |
0.2% |
2,712.25 |
| High |
2,777.00 |
2,794.75 |
17.75 |
0.6% |
2,773.00 |
| Low |
2,759.25 |
2,755.00 |
-4.25 |
-0.2% |
2,702.75 |
| Close |
2,772.75 |
2,766.75 |
-6.00 |
-0.2% |
2,768.75 |
| Range |
17.75 |
39.75 |
22.00 |
123.9% |
70.25 |
| ATR |
26.96 |
27.87 |
0.91 |
3.4% |
0.00 |
| Volume |
81 |
38 |
-43 |
-53.1% |
595 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.50 |
2,868.75 |
2,788.50 |
|
| R3 |
2,851.75 |
2,829.00 |
2,777.75 |
|
| R2 |
2,812.00 |
2,812.00 |
2,774.00 |
|
| R1 |
2,789.25 |
2,789.25 |
2,770.50 |
2,780.75 |
| PP |
2,772.25 |
2,772.25 |
2,772.25 |
2,768.00 |
| S1 |
2,749.50 |
2,749.50 |
2,763.00 |
2,741.00 |
| S2 |
2,732.50 |
2,732.50 |
2,759.50 |
|
| S3 |
2,692.75 |
2,709.75 |
2,755.75 |
|
| S4 |
2,653.00 |
2,670.00 |
2,745.00 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,959.00 |
2,934.00 |
2,807.50 |
|
| R3 |
2,888.75 |
2,863.75 |
2,788.00 |
|
| R2 |
2,818.50 |
2,818.50 |
2,781.75 |
|
| R1 |
2,793.50 |
2,793.50 |
2,775.25 |
2,806.00 |
| PP |
2,748.25 |
2,748.25 |
2,748.25 |
2,754.50 |
| S1 |
2,723.25 |
2,723.25 |
2,762.25 |
2,735.75 |
| S2 |
2,678.00 |
2,678.00 |
2,755.75 |
|
| S3 |
2,607.75 |
2,653.00 |
2,749.50 |
|
| S4 |
2,537.50 |
2,582.75 |
2,730.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,794.75 |
2,713.00 |
81.75 |
3.0% |
24.25 |
0.9% |
66% |
True |
False |
138 |
| 10 |
2,794.75 |
2,699.25 |
95.50 |
3.5% |
19.00 |
0.7% |
71% |
True |
False |
73 |
| 20 |
2,794.75 |
2,513.25 |
281.50 |
10.2% |
23.75 |
0.9% |
90% |
True |
False |
46 |
| 40 |
2,794.75 |
2,506.00 |
288.75 |
10.4% |
26.75 |
1.0% |
90% |
True |
False |
34 |
| 60 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
22.75 |
0.8% |
92% |
True |
False |
24 |
| 80 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
21.00 |
0.8% |
92% |
True |
False |
19 |
| 100 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
18.75 |
0.7% |
92% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,963.75 |
|
2.618 |
2,898.75 |
|
1.618 |
2,859.00 |
|
1.000 |
2,834.50 |
|
0.618 |
2,819.25 |
|
HIGH |
2,794.75 |
|
0.618 |
2,779.50 |
|
0.500 |
2,775.00 |
|
0.382 |
2,770.25 |
|
LOW |
2,755.00 |
|
0.618 |
2,730.50 |
|
1.000 |
2,715.25 |
|
1.618 |
2,690.75 |
|
2.618 |
2,651.00 |
|
4.250 |
2,586.00 |
|
|